Kovid Parashari Email & Phone Number

Delhi, India

Mumbai, Maharashtra, India

Assisted a leading conglomerate and one of the largest private sector bank in India in validating their treasuryand risk system. Developed MTM valuation models for a variety of vanilla and exotic products such as FX options using Garman Kohlhagen model, Barrier options by Van Digital Replication, Swaps and IR productsfor USD SOFR, GBP SONIA, JPY TONAR, EUR ESTR etc. Developed and validated sensitivities models forcomputation of PV01, BPV and Option Greeks Developed independent Interest rate bootstrapping models to validate bootstrapping methodology for bothRFR curves and Implied FX forward IR curves.Developed Value at Risk (VaR) models using both historical simulation and full revaluation approach.Hands-on experience in using Bloomberg with working knowledge of functions like OVML, OVDV, ICVS, SWDF, and SWPM.Consulted a leading bank in GCC region to implement a new ALM system. Supported the bank's team as a functional consultant by drafting requirement documents, conducting vendor workshops and developing an excel based scoring model to quantify the RFP responses assisting the bank to finalize the ALMS vendor.Assisted one of the largest banks in Kuwait to implement an ALM system. Provided handholding support to the finance team in conducting SIT/UAT for LCR and NSFR reporting. Conducted independent validation of LCR/NSFR.Validated the cashflow generation process for bank by developing independent cashflow models for multiple product variants on their loan book.Consulted leading banks in the APAC region, primarily in the market making segment for OTC derivatives, on regulatory market risk capital charge computation.Consulted leading banks on computation of exposure under the latest guidelines for (IRRBB. Developed regression based statistical models to forecast redemption rates for Term deposits.Drafted validation reports with executive summary, prepared steering committee decks/oversight committee decks to communicate to the senior management.

Delhi, India

• Researching for clients willing to partner with us • Mainting supply-side logs for the business • Researching for areas where substantial business is possible

Bachelor Of Commerce - Bcom, Finance, General

Undergraduate Degree focused in Commerce with a current CGPA of 8.025. Anticipated graduation by the year 2023.

Financial Risk Management, Finance And Financial Management Services

•Knowledge of Credit Risk components (PD, LGD, EAD) and Regulatory Framework (Basel Accord, AIRB, IFRS, CECL Etc.) • Structural Credit.

Credit Risk Modelling, Risk Consulting

• Exploratory data analysis and preparation of complex data sets • Development of Application and Behavioral Scorecards for internal.